<p></p><p>Frontiers in Time Series Analysis: Introduction (p 679-682)<br/>Anindya Banerjee, Giampiero Gallo, Edoardo Otranto</p><p>Cointegration Testing in Panels with Common Factors* (p 683-719)<br/>Christian Gengenbach, Franz C. Palm, Jean-Pierre Urbain</p><p>Testing for Multicointegration in Panel Data with Common Factors* (p 721-739)<br/>Vanessa Berenguer-Rico, Josep Lluís Carrion-i-Silvestre</p><p>Testing for Parameter Stability in Dynamic Models across Frequencies* (p 741-760)<br/>Bertrand Candelon, Gianluca Cubadda</p><p>Testing for a Change in Persistence in the Presence of a Volatility Shift* (p 761-781)<br/>Giuseppe Cavaliere, A. M. Robert Taylor</p><p>How Stable is the Forecasting Performance of the Yield Curve for Output Growth?* (p 783-795)<br/>Raffaella Giacomini, Barbara Rossi</p><p>Simulation-based Finite Sample Linearity Test against Smooth Transition Models* (p 797-812)<br/>Andrés González, Timo Ter&auml;svirta</p><p>Threshold Effects in Cointegrating Relationships* (p 813-833)<br/>Jesús Gonzalo, Jean-Yves Pitarakis</p><p>Dickey–Fuller Type of Tests against Nonlinear Dynamic Models* (p 835-861)<br/>Changli He, Rickard Sandberg</p><p>Convergence of Prices and Rates of Inflation* (p 863-877)<br/>Fabio Busetti, Silvia Fabiani, Andrew Harvey</p><p>Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework* (p 879-899)<br/>Andrea Carriero</p><p>Further Evidence on the Statistical Properties of Real GNP* (p 901-920)<br/>Laura Mayoral</p><p>The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* (p 921-948)<br/>Paolo Paruolo</p><p><br/></p><br>zhaomn200145
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&nbsp;好文章&nbsp;2009-4-25 21:01:08